Definitions.

CFR · 2024-01-01 · US · Title 12

As used in this part: (1) The sum of: (i) Credit-risk-weighted assets; (ii) Credit valuation adjustment (CVA) risk-weighted assets; (iii) Risk-weighted assets for operational risk; and (iv) For a market risk Board-regulated institution only, advanced market risk-weighted assets; minus (2) Excess eligible credit reserves not included in the Board-regulated institution's tier 2 capital. (1) Establishes an ABCP program; (2) Approves the sellers permitted to participate in an ABCP program; (3) Approves the exposures to be purchased by an ABCP program; or (4) Administers the ABCP program by monitoring the underlying exposures, underwriting or otherwise arranging for the placement of debt or other obligations issued by the program, compiling monthly reports, or ensuring compliance with the program documents and with the program's credit and investment policy. (1) A depository institution holding company that is identified as a Category II banking organization pursuant to 12 CFR 252.5 or 12 CFR 238.10, as applicable; (2) A U.S. intermediate holding company that is identified as a Category II banking organization pursuant to 12 CFR 252.5; (3) A state member bank that is a subsidiary of a company identified in paragraph (1) of this definition; or (4) A state member bank that: (i) Is not a subsidiary of a depository institution holding company; and (ii)(A) Has total consolidated assets, calculated based on the average of the state member bank's total consolidated assets for the four mo

official document · source cfr-2024 · id 12:§ 217.2